+43.1%
GFS vs PNR
-47.2%
+90.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | +4.5% | -3.9% | +8.4% | +5.9% |
| 30D | -8.2% | -13.8% | +5.6% | -3.5% |
| 3M | -38.9% | -22.5% | -16.3% | -33.0% |
| 6M | -2.9% | -37.2% | +34.3% | +19.0% |
| YTD | +31.8% | -44.2% | +76.0% | +70.9% |
| 1Y | +43.1% | -46.6% | +89.8% | +97.4% |
| All | +43.1% | -47.2% | +90.4% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling